+1,076.1%
BE vs ALB
-44.4%
+1,120.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.4% | +11.8% | +9.7% |
| 7D | +20.0% | -8.1% | +28.0% | +24.9% |
| 30D | +7.9% | +6.3% | +1.7% | +2.6% |
| 3M | -13.2% | -23.6% | +10.4% | -0.2% |
| 6M | +53.5% | -24.6% | +78.1% | +75.1% |
| YTD | +191.0% | -10.3% | +201.3% | +201.6% |
| 1Y | +360.5% | +61.5% | +299.1% | +238.2% |
| 3Y | +1,568.0% | -34.0% | +1,602.0% | +1,819.7% |
| All | +1,076.1% | -44.4% | +1,120.5% | +1,255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling